+107.2%
APA vs UPST
-48.7%
+155.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +9.4% | -16.3% | -5.7% |
| 7D | -13.0% | -3.1% | -9.8% | -13.1% |
| 30D | +2.0% | -4.0% | +6.0% | +1.8% |
| 3M | +24.9% | -22.9% | +47.8% | +21.7% |
| 6M | +7.2% | -27.1% | +34.3% | +4.6% |
| YTD | +87.1% | -46.5% | +133.6% | +84.3% |
| 1Y | +107.2% | -49.4% | +156.6% | +104.3% |
| All | +107.2% | -48.7% | +155.8% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling